-62.3%
W vs BHP
+126.1%
-188.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +5.9% | +0.9% | +5.0% | +5.1% |
| 30D | -3.0% | +4.0% | -7.1% | -6.1% |
| 3M | +40.3% | +11.3% | +29.1% | +28.9% |
| 6M | +32.2% | +29.3% | +2.9% | +7.5% |
| YTD | -0.3% | +59.2% | -59.5% | -32.3% |
| 1Y | +16.2% | +80.8% | -64.7% | -29.2% |
| 3Y | +40.7% | +88.0% | -47.3% | -16.1% |
| 5Y | -62.3% | +126.6% | -189.0% | -77.4% |
| All | -62.3% | +126.1% | -188.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling